Report NEP-RMG-2008-03-01

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.

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Other reports in NEP-RMG

The following items were announced in this report:

• Andreas Jobst, 2007. "Operational Risk; The Sting is Still in the Tail But the Poison Dependson the Dose," IMF Working Papers 07/239, International Monetary Fund.
• Andreas Jobst, 2007. "Consistent Quantitative Operational Risk Measurement and Regulation; Challenges of Model Specification, Data Collection and Loss Reporting," IMF Working Papers 07/254, International Monetary Fund.
• Mohammed Bouaddi & Jeroen V.K. Rombouts, 2007. "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Cahiers de recherche 07-15, HEC Montréal, Institut d'économie appliquée.
• Dale F Gray & Elena Loukoianova & Samuel W. Malone & Cheng Hoon Lim, 2008. "A Risk-Based Debt Sustainability Framework; Incorporating Balance Sheets and Uncertainty," IMF Working Papers 08/40, International Monetary Fund.
• Markus Haas & Stefan Mittnik, 2008. "Multivariate Regime–Switching GARCH with an Application to International Stock Markets," CFS Working Paper Series 2008/08, Center for Financial Studies.
• Rupert D Worrell & Andrea M. Maechler & Srobona Mitra, 2007. "Decomposing Financial Risks and Vulnerabilities in Eastern Europe," IMF Working Papers 07/248, International Monetary Fund.
• Item repec:dgr:nijrep:2008-01 is not listed on IDEAS anymore

• Amadou N Sy, 2007. "Capital Account Convertibility and Risk Management in India," IMF Working Papers 07/251, International Monetary Fund.
• Faezeh Raei & Selim Cakir, 2007. "Sukuk vs. Eurobonds; Is There a Difference in Value-at-Risk?," IMF Working Papers 07/237, International Monetary Fund.
• Günter Franke & Harris Schlesinger & Richard Stapleton, 2007. "Non-Market Wealth, Background Risk and Portfolio Choice," CoFE Discussion Paper 07-11, Center of Finance and Econometrics, University of Konstanz.
• Item repec:cdl:ucsbec:10-07 is not listed on IDEAS anymore

• Martin Cihak & Heiko Hesse, 2008. "Islamic Banks and Financial Stability; An Empirical Analysis," IMF Working Papers 08/16, International Monetary Fund.